On the Convergence of a Class of Infeasible Interior-Point Methods for the Horizontal Linear Complementarity Problem

DOI10.1137/0804012zbMATH Open0803.90092OpenAlexW2043868859MaRDI QIDQ4294753FDOQ4294753

Publication date: 18 May 1994

Published in: SIAM Journal on Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/0804012

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Mathematics Subject Classification ID

Linear programming (90C05) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33)

Cited In (only showing first 100 items - show all)

Interior-point methods
An \(O(nL)\) infeasible-interior-point algorithm for LCP with quadratic convergence
Generalizations of \(\mathbf P_ 0\)- and \(\mathbf P\)-properties; extended vertical and horizontal linear complementarity problems
Superlinear and quadratic convergence of some primal - dual interior point methods for constrained optimization
An improved full-Newton step \(O(n)\) infeasible interior-point method for horizontal linear complementarity problem
Two new predictor-corrector algorithms for second-order cone programming
A new complexity analysis for full-Newton step infeasible interior-point algorithm for horizontal linear complementarity problems
Polynomial interior-point algorithms for \(P_*(\kappa )\) horizontal linear complementarity problem
A full-Newton step \(O(n)\) infeasible-interior-point algorithm for linear complementarity problems
An arc-search \({\mathcal {O}}(nL)\) infeasible-interior-point algorithm for linear programming
A modified and simplified full Nesterov-Todd step \(\mathcal {O}(N)\) infeasible interior-point method for second-order cone optimization
A combined homotopy interior point method for the linear complementarity problem
Projection onto a polyhedron that exploits sparsity
An adaptive infeasible interior-point algorithm with full Nesterov-Todd step for semidefinite optimization
Interior point methods, a decade after Karmarkar—a survey, with application to the smallest eigenvalue problem
Full Nesterov-Todd step infeasible interior-point method for symmetric optimization
Trajectory-following methods for large-scale degenerate convex quadratic programming
An interior point-proximal method of multipliers for convex quadratic programming
A wide neighborhood infeasible-interior-point method with arc-search for linear programming
Basic lemmas in polynomial-time infeasible-interior-point methods for linear programs
Convergence analysis of the inexact infeasible interior-point method for linear optimization
A Mizuno-Todd-Ye predictor-corrector infeasible-interior-point method for linear programming over symmetric cones
Predictor-corrector algorithm for solving \(P_ *(\kappa)\)-matrix LCP from arbitrary positive starting points
Sparse approximations with interior point methods
An infeasible-start path-following method for monotone LCPs
An infeasible-interior-point algorithm using projections onto a convex set
A new full-Newton step \(O(n)\) infeasible interior-point algorithm for semidefinite optimization
A full Nesterov-Todd step infeasible interior-point method for second-order cone optimization
A new wide neighborhood primal-dual infeasible-interior-point method for symmetric cone programming
A smoothing Gauss-Newton method for the generalized HLCP
An infeasible-start algorithm for linear programming whose complexity depends on the distance from the starting point to the optimal solution
Solving real-world linear ordering problems using a primal-dual interior point cutting plane method
LOQO:an interior point code for quadratic programming
Polynomial convergence of Mehrotra-type prediction-corrector infeasible-IPM for symmetric optimization based on the commutative class directions
An infeasible-interior-point algorithm for linear complementarity problems
Local convergence of predictor-corrector infeasible-interior-point algorithms for SDPs and SDLCPs
A modified full-Newton step infeasible interior-point algorithm for linear optimization
A new kind of simple kennel function yielding good iteration bounds for primal-dual interior-point methods
Polynomial complexity of an interior point algorithm with a second order corrector step for symmetric cone programming
A predictor-corrector interior-point algorithm for \(P_\ast (\kappa )\)-horizontal linear complementarity problem
A numerical study of an infeasible primal-dual path-following algorithm for linear programming
An adaptive infeasible interior-point algorithm for linear complementarity problems
A full-Newton step feasible interior-point algorithm for monotone horizontal linear complementarity problems
Convergence of the homotopy path for a full-Newton step infeasible interior-point method
Improved full-Newton step \(O(nL)\) infeasible interior-point method for linear optimization
On polynomiality of the Mehrotra-type predictor-corrector interior-point algorithms
Polynomiality of infeasible-interior-point algorithms for linear programming
A Mehrotra-type predictor-corrector algorithm with polynomiality and \(Q\)-subquadratic convergence
Superlinear convergence of infeasible-interior-point methods for linear programming
A full-Newton step infeasible interior-point algorithm based on darvay directions for linear optimization
Approximate Farkas lemmas and stopping rules for iterative infeasible-point algorithms for linear programming
Convergence analysis of an infeasible interior point algorithm based on a regularized central path for linear complementarity problems
On the extended linear complementarity problem
A generalized homogeneous and self-dual algorithm for linear programming
A superquadratic infeasible-interior-point method for linear complementarity problems
A sparse counterpart of Reichel and Gragg's package QRUP
A Mehrotra-type predictor-corrector infeasible-interior-point method with a new one-norm neighborhood for symmetric optimization
A modified infeasible-interior-point algorithm for linear optimization problems
A characterization of an \(n\) by \(2n\) ``\(Q_0\)-matrix
A path-following interior-point algorithm for linear and quadratic problems
Interior hybrid proximal extragradient methods for the linear monotone complementarity problem
An adaptive infeasible interior-point algorithm with full-Newton step for linear optimization
New complexity analysis of full Nesterov-Todd step infeasible interior point method for second-order cone optimization
New complexity analysis of IIPMs for linear optimization based on a specific self-regular function
Solving large-scale linear programs by interior-point methods under the Matlab^∗Environment^†
Reducing horizontal linear complementarity problems
Global convergence enhancement of classical linesearch interior point methods for MCPs
Linear programming with stochastic elements: An on-line approach
Weighted-path-following interior-point algorithm to monotone mixed linear complementarity problem
A unified approach to infeasible-interior-point algorithms via geometrical linear complementarity problems
An interior point potential reduction method for constrained equations
Implementation of interior-point methods for LP based on Krylov subspace iterative solvers with inner-iteration preconditioning
Large-neighborhood infeasible predictor-corrector algorithm for horizontal linear complementarity problems over Cartesian product of symmetric cones
Splitting methods for a class of horizontal linear complementarity problems
A relaxation two-sweep modulus-based matrix splitting iteration method for horizontal linear complementarity problems
A new predictor-corrector infeasible interior-point algorithm for linear optimization in a wide neighborhood
On the convergence of modulus-based matrix splitting methods for horizontal linear complementarity problems in hydrodynamic lubrication
A corrector-predictor interior-point algorithm for \(P_\ast(\kappa)\)-HLCPs over Cartesian product of symmetric cones
Infeasible interior-point algorithms based on sampling average approximations for a class of stochastic complementarity problems and their applications
An adaptive infeasible-interior-point method with the one-norm wide neighborhood for semi-definite programming
A full-step interior-point algorithm for linear complementarity problem based on a simple function
A preconditioned general modulus-based matrix splitting iteration method for solving horizontal linear complementarity problems
Modulus-based matrix splitting methods for horizontal linear complementarity problems
On the equivalence between some projected and modulus-based splitting methods for linear complementarity problems
A full-Newton step infeasible interior-point method for linear optimization based on an exponential kernel function
An infeasible interior-point technique to generate the nondominated set for multiobjective optimization problems
Newton-type interior-point methods for solving generalized complementarity problems in polyhedral cones
A generalization of irreducibility and diagonal dominance with applications to horizontal and vertical linear complementarity problems
A Mehrotra type predictor-corrector interior-point algorithm for linear programming
An iterative method for horizontal tensor complementarity problems
An infeasible interior-point algorithm for linear optimization over Cartesian symmetric cones
A primal-dual interior-point method based on a new kernel function for linear complementarity problem
The convergence of the modulus-based Jacobi (MJ) iteration method for solving horizontal linear complementarity problems
Primal-dual interior-point methods for domain-driven formulations
The nonlinear lopsided PSS-like and HSS-like modulus-based matrix splitting iteration methods for horizontal linear complementarity problem
On convergence of the modulus-based matrix splitting iteration method for horizontal linear complementarity problems of \(H_+\)-matrices
An investigation of interior-point and block pivoting algorithms for large-scale symmetric monotone linear complementarity problems
The complexity of self-regular proximity based infeasible IPMs
Two computationally efficient polynomial-iteration infeasible interior-point algorithms for linear programming
Status determination by interior-point methods for convex optimization problems in domain-driven form

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